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QC staff: Blocker to migrating from Quantopian

Hi QC staff,

I've ported my algorithm from Quantopian and was disappointed to see QC asking to partially opt out of IB's SLS in order to live trade. Yes I understand an attacker won't have access to account management, blah blah blah. That's poor security for a company needing access to a very large amount of my money. Quantpian worked with SLS to make the IB gateway connection. Yes, in the rare case a machine was rebooted we had to reenter our account credentails.

It further looks like IB has developed Web trading API this year that supports OAuth. See https://www.interactivebrokers.com/download/03-IB17-1071-API.pdf and https://www.interactivebrokers.com/webtradingapi/

Q. What's the timeline for live trading that either uses OAuth or doesn't require SLS opt-out?

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The oAuth API doesn't have streaming web sockets and isn't suitable for QuantConnect. In the near future there's no plans to change that as we have more pressing features / developments. 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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